千亿体育

余 超 副教授

姓(xing)名: 余超      

專(zhuan)業(ye): 統計學            

系別: 經濟(ji)統計系

職稱: 講師(shi)      

辦公電(dian)話: 010-64497176  

電子郵件: chaoyu@yukkuribunbun.com

 

教育背(bei)景:

2013年6月    博士畢(bi)業于中國人民大學千億體育網址統(tong)計學專業    經濟學博士

 

工作(zuo)經(jing)歷:

2013年8月至今   千(qian)億(yi)體育(yu) 千(qian)億(yi)體育(yu)網址(zhi)    副教(jiao)授

 

教授課程(cheng):

應用統計(ji)、時間序列分析

 

研究領域:

金(jin)融(rong)計量分析、金(jin)融(rong)高頻數據分析

 

主(zhu)要研究成果:

[1]Nonparametric Estimation of High Frequency Spot Volatility for Brownian Semi-martingale with Jumps, Journal of Time Series Analysis, 2014.[SCI]

[2]Kernel Filtering of Spot Volatility in Presence of Lévy Jumps and Market Microstructure Noise, submitted, 2014. 

[3]Nonparametric Estimation of Jump Characteristics under Market Microstructure Noise, Communications in Statistics-Simulation and Computation, accepted,2015.[SCI]

[4]Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps, Communications in Statistics-Simulation and Computation, 2011.[SCI,SSCI]

[5]Industrial Employment Structure and Business Cycle—From Perspective of City and Town Economy, 2012 International Conference on Management Innovation and Public Policy,2012.

千亿体育